Mathematics & Statistics

• CAS MA 581: Probability
  Basic probability, conditional probability, independence. Discrete and continuous random variables, mean and variance, functions of random variables, moment generating function. Jointly distributed random variables, conditional distributions, independent random variables. Methods of transformations, law of large numbers, central limit theorem. Cannot be taken for credit in addition to CAS MA 381.
• CAS MA 582: Mathematical Statistics
  Point estimation including unbiasedness, efficiency, consistency, sufficiency, minimum variance unbiased estimator, Rao-Blackwell theorem, and Rao-Cramer inequality. Maximum likelihood and method of moment estimations; interval estimation; tests of hypothesis, uniformly most powerful tests, uniformly most powerful unbiased tests, likelihood ratio test, and chi-square test.
• CAS MA 583: Introduction to Stochastic Processes
  Basic concepts and techniques of stochastic process as they are most often used to construct models for a variety of problems of practical interest. Topics include Markov chains, Poisson process, birth and death processes, queuing theory, renewal processes, and reliability.
• CAS MA 585: Time Series and Forecasting
  Autocorrelation and partial autocorrelation functions; stationary and nonstationary processes; ARIMA and Seasonal ARIMA model identification, estimation, diagnostics, and forecasting. Modeling financial data via ARCH and GARCH models. Volatility estimation; additional topics, including long-range dependence and state-space models.
• CAS MA 588: Nonparametric Statistics
  The theory and logic in the development of nonparametric techniques including order statistics, tests based on runs, goodness of fit, rank-order (for location and scale), measures of association, analysis of variance, asymptotic relative efficiency.
• CAS MA 589: Computational Statistics
  Topics from computational statistics that are relevant to modern statistical applications: random number generation, sampling, Monte Carlo methods, computational inference, MCMC methods, graphical models, data partitioning, and bootstrapping. Emphasis on developing solid conceptual understanding of the methods through applications.
• CAS MA 614: Statistical Methods II
  Second course in statistics, embodying basic statistical methods used in educational and social science research. Reviews all basic concepts covered in a first statistics course (e.g., CAS MA 613) and presents, in detail, more advanced topics such as analysis of variance, covariance, experimental design, correlation, regression, and selected nonparametric techniques. A problem-solving course; students carry out analysis of data taken from educational and other social science sources.
• CAS MA 671: Chaotic Dynamical Systems
  This course is not open to CAS students. For graduate students in disciplines outside of mathematics. Iterations of functions of one or several variables. Periodicity, stability, chaos, fractals, bifurcations. Julia sets and the Mandelbrot set. Students are required to perform several experiments on personal computers.
• CAS MA 684: Applied Multiple Regression and Multivariable Methods
  Application of multivariate data analytic techniques. Multiple regression and correlation, confounding and interaction, variable selection, categorical predictors and outcomes, logistic regression, factor analysis, MANOVA, discriminant analysis, regression with longitudinal data, repeated measures, ANOVA.
• CAS MA 685: Advanced Topics in Applied Statistical Analysis
  Continues topics of CAS MA 684 at a more advanced level. Canonical correlation, multivariate analysis of variance, multivariate regressions. Categorical dependent variables techniques; discriminant analysis, logistic regression, log-linear analysis. Factor analysis; principal-axes, rotations, factor scores. Cluster analysis. Power analysis. Extensive use of statistical software.

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